+279.5%
FERG vs AVTR
+0.6%
+278.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -2.6% | -1.1% | -1.5% | -2.4% |
| 30D | -8.9% | +6.3% | -15.2% | -9.8% |
| 3M | -2.0% | +53.3% | -55.4% | -8.8% |
| 6M | -3.2% | +78.6% | -81.8% | -12.2% |
| YTD | +1.5% | +29.2% | -27.7% | -3.5% |
| 1Y | +0.5% | +13.8% | -13.4% | -3.6% |
| 3Y | +50.4% | -27.4% | +77.8% | +51.9% |
| 5Y | +68.7% | -65.0% | +133.7% | +77.0% |
| All | +279.5% | +0.6% | +278.9% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling